Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
From MaRDI portal
Publication:834320
Recommendations
- Testing for serial correlation in fixed-effects panel data models
- Serial correlation test in partially linear panel data models with fixed effects
- Testing error serial correlation in fixed effects nonparametric panel data models
- Testing for serial correlation in the presence of dynamic heteroscedasticity
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- Testing serial correlation in partially linear single-index errors-in-variables models
- Testing serial correlations in semiparametric time-varying coefficient models
- Testing for heteroskedasticity and serial correlation in a random effects panel data model
- Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood
Cites work
- scientific article; zbMATH DE number 3149413 (Why is no real title available?)
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Econometric analysis of cross section and panel data.
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- How Much Should We Trust Differences-In-Differences Estimates?
- Income Variance Dynamics and Heterogeneity
- Linear Regression Limit Theory for Nonstationary Panel Data
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- On a measure of lack of fit in time series models
- Serial Correlation and the Fixed Effects Model
- Testing AR(1) against MA(1) disturbances in an error component model
- Testing model adequacy for dynamic panel data with intercorrelation
- Tests for the error component model in the presence of local misspecification
- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
- Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models
Cited in
(11)- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- Testing for Trend Specifications in Panel Data Models
- scientific article; zbMATH DE number 6951457 (Why is no real title available?)
- A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
- Testing error serial correlation in fixed effects nonparametric panel data models
- Testing for serial independence of panel errors
- Testing for serial correlation in fixed-effects panel data models
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
- A portmanteau test for correlation in short panels
- Nonparametric dynamic panel data models: kernel estimation and specification testing
This page was built for publication: Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q834320)
